Browsing by Subject "Technical analysis"

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    The effectiveness of technical trading rules in cryptocurrency markets
    (Elsevier, 2019) Corbet, S.; Eraslan, V.; Lucey, B.; Şensoy, Ahmet
    We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using high-frequency Bitcoin returns. Overall, our results provide significant support for the moving average strategies. In particular, variable-length moving average rule performs the best with buy signals generating higher returns than sell signals.